Review of Elements of Probability Theory and Statistics. Distribution and density functions. Statistical tests. Transmission law of variables.
Theory of least squares measurement correction. General and special cases. Special cases of solution of observation equations. Sequential addition of observations, correction of observations in phases, summation of normal equations.
Observation equations with prior parameter estimates and/or parameter constraints, parameters with weights. Solution of systems of regular equations of large dimensions and/or special arrangements (tridiagonal, arrowhead, multi-banded)
Modelling of dynamic states, derivation of Kalman filter equations, aspects of their application. Statistical tests and analysis in least squares and Kalman filter methods.
Interpolation and filtering methods. Various Kriging cases. Surface adaptations. Method of least squares collocation, relation to the least squares method.
